Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time.
Yu-Jui HuangZhou ZhouPublished in: Math. Oper. Res. (2021)
Keyphrases
- stochastic control
- optimal control
- queueing systems
- control problems
- operations management
- brownian motion
- markov processes
- fixed point
- long run
- game theoretic
- game theory
- markov chain
- dynamic programming
- control law
- reinforcement learning
- infinite horizon
- supply chain management
- adaptive control
- control strategy
- nash equilibria
- dynamical systems
- state space